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US Market Closed: May 26, 03:05 AM 2012  
PTTCX PTRAX PTTAX PTRRX PTTPX PTTBX 
 
 
  NYSE  7,534  18.032  Index Moved Down 



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Collecting data for EMDH and LFGEF ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 Emerging Media Holdings Inc.  and   Lafarge S.A.
Check Correlation Matrix  
Daily Returns (%)
LFGEF  EMDH  
Timeline
Assuming 30 trading days horizon, Emerging Media Holdings Inc. is expected to under-perform the Lafarge. In addition to that, Emerging is 2.94 times more volatile than Lafarge S.A.. It trades about -0.2 of its total potential returns per unit of risk. Lafarge S.A. is currently generating about -0.29 per unit of volatility. If you would invest 4,380 in Lafarge S.A. on April 26, 2012 and sell it today you would lose (720) from holding Lafarge S.A. or give up 16.44% of portfolio value over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding Emerging Media Holdings Inc. and Lafarge S.A. in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.06
 Parameters
Time Period1 Month [change]
DirectionNegative EMDH.OB Moved Down vs LFGEF.PK
StrengthInsignificant
Accuracy95.65%
ValuesDaily Returns
    
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Share Share Correlation between EMDH and LFGEF
    
    
 
       
Predicted Return Density
Expected Daily Returns   
LFGEF  EMDH  

Emerging Media Holdings Inc.

 
    
    
Emerging
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Emerging Media Holdings Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
CBS Corporation vs. Emerging Media Holdings Inc.
Grupo Televisa SA vs. Emerging Media Holdings Inc.
Scripps Networks Interactive Inc. vs. Emerging Media Holdings Inc.
CTC Media Inc vs. Emerging Media Holdings Inc.
Sinclair Broadcast Group Inc. vs. Emerging Media Holdings Inc.
Belo Corporation vs. Emerging Media Holdings Inc.
  

Lafarge S.A.

 
    
    
Lafarge
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Lafarge S.A. has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
Federal National Mortgage Association vs. Lafarge S.A.
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SK Innovation vs. Lafarge S.A.
A.P. M vs. Lafarge S.A.
Citigroup Inc. vs. Lafarge S.A.
AngloGold Ashanti Ltd. vs. Lafarge S.A.
       


 

 
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